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Full Nesterov–Todd step infeasible interior-point method for symmetric optimization

European Journal of Operational Research, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
C Roos
exaly   +2 more sources

On the convergence of an infeasible primal-dual interior-point method for convex programming

Optimization Methods and Software, 1994
We consider the infeasible primal-dual algorithm for smooth convex programming recently introduced by Vial [15]. We show, under mild assumptions, that a “SUMT” or “long-step path following” version of the algorithm is globally convergent. The stepiength on each iteration is based on a merit function which is a modification of the potential function ...
Kurt M Anstreicher
exaly   +2 more sources

An arc-search infeasible-interior-point method for symmetric optimization in a wide neighborhood of the central path

open access: closedOptimization, 2016
In this paper, we propose an arc-search infeasible-interior-point method based on the wide neighbourhood for linear complementarity problems over symmetric cones with the Cartesian -property (-SCLC...
Ximei Yang, Hongwei Liu, Yinkui Zhang
  +4 more sources

An Infeasible Interior-Point Method with Nonmonotonic Complementarity Gaps

Optimization Methods and Software, 2002
This article describes an infeasible interior-point (IP) method for solving monotone variational inequality problems with polyhedral constraints and, as a particular case, monotone nonlinear complementarity problems. The method determines a search direction by solving, possibly in an inexact way, the Newton equation for the central path.
GASPARO M. G   +2 more
openaire   +3 more sources

An Infeasible-Interior-Point Method for Linear Complementarity Problems

SIAM Journal on Optimization, 1997
For the linear complementarity problem (LCP) of the form: determine a vector pair \((x,z)\) satisfying \(Mx-c=z\), \(x^{T}z= 0\), \((x,z) \leq {\mathbf 0}\), where \(x,z,c \in {\mathbb{R}}^{n}\) and \(M \in {\mathbb{R}}^{n}\times {\mathbb{R}}^{n}\), the authors propose an infeasible-interior-point algorithm based on a method being a modification of a ...
Evangelia M. Simantiraki   +1 more
openaire   +1 more source

An interior point method for nonlinear programming with infeasibility detection capabilities

Optimization Methods and Software, 2014
This paper describes an interior point method for nonlinear programming endowed with infeasibility detection capabilities. The method is composed of two phases, a main phase whose goal is to seek optimality, and a feasibility phase that aims exclusively at improving feasibility.
Jorge Nocedal   +2 more
openaire   +1 more source

New infeasible interior-point algorithm based on monomial method

Computers & Operations Research, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yi-Chih Hsieh, Dennis L. Bricker
openaire   +1 more source

Validated Infeasible Interior-Point Predictor–Corrector Methods for Linear Programming

Numerical Algorithms, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ismail I. Idriss, Wolfgang V. Walter
openaire   +1 more source

A truncated primal-infeasible dual-feasible network interior point method

Networks, 2000
Summary: The authors introduce the truncated primal-infeasible dual-feasible interior point algorithm for linear programming and describe an implementation of this algorithm for solving the minimum-cost network flow problem. In each iteration, the linear system that determines the search direction is computed inexactly, and the norm of the resulting ...
Luis F. Portugal   +3 more
openaire   +2 more sources

Applying Infeasible Interior Point Method to SQP for Constrained Nonlinear Programming

2008 International Conference on Computer Science and Software Engineering, 2008
Active set (AS) method suffers deteriorating performance and premature convergence when it is faced with a nonlinear programming problem (NLP) consisting of several inequality constraints. Thus, we propose an SQP/IPM algorithm that uses infeasible interior point method (IIPM) for solving quadratic programming (QP) subproblems.
Hassan A. Bashir   +2 more
openaire   +1 more source

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